A Formal Test of Density Forecast Evaluation with Independent and Serially Dependent Data

Author

Aurobindo Ghosh, Singapore Management UniversityFollow

Publication Type

Conference Paper

Publication Date

6-2004

Discipline

Econometrics

Research Areas

Econometrics

Publication

North America Summer Meetings of the Econometric Society 2004

Citation

Ghosh, Aurobindo. A Formal Test of Density Forecast Evaluation with Independent and Serially Dependent Data. (2004). North America Summer Meetings of the Econometric Society 2004.
Available at: https://ink.library.smu.edu.sg/soe_research/805